3.52Open3.90Pre Close45 Volume171 Open Interest55.00Strike Price15.84KTurnover38.20%IV1.19%PremiumNov 15, 2024Expiry Date2.81Intrinsic Value100Multiplier16DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7601Delta0.0669Gamma16.06Leverage Ratio-0.0501Theta0.0178Rho12.21Eff Leverage0.0378Vega